+3,471.2%
KLAC vs MET
+1,381.0%
+2,090.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -3.9% | -3.5% |
| 7D | +10.0% | +4.5% | +5.5% | +8.2% |
| 30D | -14.8% | +3.5% | -18.4% | -16.0% |
| 3M | -27.2% | +5.9% | -33.1% | -29.0% |
| 6M | -17.5% | +33.1% | -50.5% | -27.2% |
| YTD | +25.8% | +33.6% | -7.8% | +10.5% |
| 1Y | +31.8% | +32.7% | -0.9% | +16.0% |
| 3Y | +195.3% | +85.0% | +110.2% | +125.8% |
| 5Y | +285.9% | +85.6% | +200.4% | +194.3% |
| 10Y | +2,247.6% | +198.8% | +2,048.7% | +1,337.4% |
| All | +3,471.2% | +1,381.0% | +2,090.2% | +1,245.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling